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Why neither time-homogeneity nor time-dependance will do: theoretical implications and empirical evidence from the US dollars option market

Presented by: 
R Rebonato [Royal Bank of Scotland]
Friday 13th May 2005 - 16:00 to 17:00
INI Seminar Room 1
University of Cambridge Research Councils UK
    Clay Mathematics Institute London Mathematical Society NM Rothschild and Sons